The probabilities of large deviations for semimartingales

DOI10.1080/17442509508833996MaRDI QIDQ4715830zbMATH OpenOpenAlexFDO

Authors Ion Grama

Publication date 24 February 1997

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509508833996

zbMATH Keywords

central limit theoremlarge deviationsemimartingale

Mathematics Subject Classification ID

Large deviations (60F10) Generalizations of martingales (60G48)

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• Robust estimates of certain large deviation probabilities for controlled semi-martingales

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